Strategy Tester Report
SimbaSystemM1v1.2.d

SymbolGBPUSD (Great Britan vs US Dollar)
Period5 Minutes (M5) 2006.01.02 00:50 - 2007.03.09 22:55 (2006.01.01 - 2007.03.11)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersStopAfterNoTrades=false; MA_Type=1; JMA_HMA_Period=13; JMA_Phase=0; UseSATLFilter=true; AllowReentries=false; WPR_Period=90; ChandDist_Min=35; ChandDist_Max=100; TPPips=355; LotSize=1; MaximumRisk=0; pips=10; check_spread=false; spread_limit=6; wpr_top_limit=-5; wpr_bottom_limit=-95; atr_for_tp=true; atr_period=106; atr_divider=4; use_chandelier_if_touched=false;
Bars in test87412Ticks modelled1823435Modelling quality90.00%
Initial deposit5000.00
Total net profit4430.94Gross profit20637.83Gross loss-16206.89
Profit factor1.27Expected payoff45.21
Absolute drawdown529.61Maximal drawdown3052.31 (35.84%)Relative drawdown35.84% (3052.31)
Total trades98Short positions (won %)44 (61.36%)Long positions (won %)54 (59.26%)
Profit trades (% of total)59 (60.20%)Loss trades (% of total)39 (39.80%)
Largestprofit trade410.01loss trade-1000.01
Averageprofit trade349.79loss trade-415.56
Maximumconsecutive wins (profit in money)10 (3612.80)consecutive losses (loss in money)6 (-2009.98)
Maximalconsecutive profit (count of wins)3612.80 (10)consecutive loss (count of losses)-2009.98 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.03 14:25buy11.001.72620.00001.7301
22006.01.03 15:36t/p11.001.73010.00001.7301390.005390.00
32006.01.05 00:00buy21.001.75620.00001.7602
42006.01.05 10:00close21.001.75230.00001.7602-390.005000.00
52006.01.09 01:30buy31.001.76820.00001.7722
62006.01.09 05:48t/p31.001.77220.00001.7722400.005400.00
72006.01.16 07:00buy41.001.77540.00001.7794
82006.01.16 12:00close41.001.77020.00001.7794-520.004880.00
92006.01.17 20:35sell51.001.76460.00001.7614
102006.01.18 00:00close51.001.76870.00001.7614-409.614470.39
112006.01.23 10:00buy61.001.77500.00001.7790
122006.01.23 10:29t/p61.001.77900.00001.7790400.004870.39
132006.01.24 03:30buy71.001.78610.00001.7902
142006.01.25 10:31t/p71.001.79020.00001.7902407.305277.69
152006.01.27 10:45sell81.001.78120.00001.7780
162006.01.27 12:02t/p81.001.77800.00001.7780320.015597.70
172006.02.03 00:45buy91.001.77840.00001.7824
182006.02.03 11:00close91.001.77530.00001.7824-310.005287.70
192006.02.06 01:25sell101.001.76360.00001.7604
202006.02.06 07:49t/p101.001.76040.00001.7604320.005607.70
212006.02.07 03:55sell111.001.74850.00001.7453
222006.02.07 13:42t/p111.001.74530.00001.7453320.005927.70
232006.02.07 23:45sell121.001.74640.00001.7432
242006.02.08 08:22t/p121.001.74320.00001.7432320.406248.10
252006.02.20 09:30buy131.001.74300.00001.7469
262006.02.21 13:59t/p131.001.74690.00001.7469387.306635.40
272006.02.27 17:40sell141.001.74170.00001.7386
282006.02.28 08:05t/p141.001.73860.00001.7386310.416945.81
292006.03.01 08:50buy151.001.75370.00001.7576
302006.03.01 11:16t/p151.001.75760.00001.7576390.007335.81
312006.03.08 03:00sell161.001.73700.00001.7339
322006.03.08 09:00close161.001.74160.00001.7339-460.006875.81
332006.03.13 00:55sell171.001.72760.00001.7245
342006.03.13 09:58t/p171.001.72450.00001.7245310.007185.81
352006.03.14 08:45buy181.001.73450.00001.7383
362006.03.14 15:49t/p181.001.73830.00001.7383380.007565.81
372006.03.15 02:10buy191.001.74580.00001.7496
382006.03.15 11:00close191.001.74230.00001.7496-350.007215.81
392006.03.16 05:30buy201.001.74670.00001.7505
402006.03.16 14:33t/p201.001.75050.00001.7505380.007595.81
412006.03.17 02:35buy211.001.75600.00001.7598
422006.03.17 16:00close211.001.75310.00001.7598-290.007305.81
432006.03.22 00:00sell221.001.74870.00001.7458
442006.03.22 12:26t/p221.001.74580.00001.7458290.007595.81
452006.03.24 04:20sell231.001.73600.00001.7331
462006.03.24 08:52t/p231.001.73310.00001.7331289.997885.80
472006.04.19 07:30buy241.001.78130.00001.7850
482006.04.19 10:34t/p241.001.78500.00001.7850370.008255.80
492006.04.20 02:15buy251.001.79020.00001.7939
502006.04.20 11:00close251.001.78410.00001.7939-609.997645.81
512006.04.21 03:55sell261.001.77930.00001.7764
522006.04.21 11:00close261.001.78180.00001.7764-250.007395.81
532006.04.28 03:30buy271.001.80120.00001.8049
542006.04.28 10:32t/p271.001.80490.00001.8049370.007765.81
552006.05.05 03:40buy281.001.85110.00001.8549
562006.05.05 14:30t/p281.001.85490.00001.8549380.008145.81
572006.05.08 08:50buy291.001.85880.00001.8625
582006.05.08 09:04t/p291.001.86250.00001.8625370.008515.81
592006.05.15 08:30buy301.001.89280.00001.8966
602006.05.15 11:00close301.001.88470.00001.8966-810.017705.80
612006.05.19 05:55buy311.001.89030.00001.8941
622006.05.19 10:00close311.001.88030.00001.8941-1000.006705.80
632006.05.19 21:15sell321.001.87800.00001.8750
642006.05.22 02:12t/p321.001.87500.00001.8750300.407006.20
652006.05.23 01:10buy331.001.88330.00001.8872
662006.05.23 06:59t/p331.001.88720.00001.8872390.007396.20
672006.05.29 03:15sell341.001.85960.00001.8565
682006.05.29 12:00close341.001.86370.00001.8565-410.016986.19
692006.05.31 01:05buy351.001.88140.00001.8853
702006.05.31 08:52t/p351.001.88530.00001.8853390.007376.19
712006.06.06 08:20sell361.001.87310.00001.8700
722006.06.06 12:21t/p361.001.87000.00001.8700310.007686.19
732006.06.07 03:20sell371.001.86260.00001.8594
742006.06.07 08:15t/p371.001.85940.00001.8594320.008006.19
752006.06.14 03:30sell381.001.83510.00001.8319
762006.06.14 08:00close381.001.83770.00001.8319-259.987746.21
772006.07.03 01:50buy391.001.84680.00001.8508
782006.07.03 18:00close391.001.84050.00001.8508-630.007116.21
792006.07.06 01:45sell401.001.83570.00001.8326
802006.07.06 15:00close401.001.83770.00001.8326-199.996916.22
812006.07.10 02:20buy411.001.84800.00001.8520
822006.07.10 12:00close411.001.84360.00001.8520-440.006476.22
832006.07.13 03:10sell421.001.83470.00001.8315
842006.07.13 10:00close421.001.83950.00001.8315-480.005996.22
852006.07.14 03:25buy431.001.84090.00001.8449
862006.07.14 04:00close431.001.84090.00001.8449-0.015996.21
872006.07.17 00:40sell441.001.83850.00001.8354
882006.07.17 09:16t/p441.001.83540.00001.8354310.006306.21
892006.07.18 05:00sell451.001.82040.00001.8172
902006.07.18 11:00close451.001.82510.00001.8172-470.005836.21
912006.07.20 21:50buy461.001.84820.00001.8522
922006.07.21 09:14t/p461.001.85220.00001.8522397.306233.51
932006.07.24 02:30buy471.001.85730.00001.8613
942006.07.24 08:00close471.001.85240.00001.8613-490.015743.50
952006.07.26 01:45sell481.001.84100.00001.8377
962006.07.26 16:00close481.001.84380.00001.8377-280.005463.50
972006.07.28 22:20buy491.001.86270.00001.8668
982006.07.31 13:54t/p491.001.86680.00001.8668407.305870.80
992006.08.01 02:40buy501.001.86690.00001.8710
1002006.08.01 18:01t/p501.001.87100.00001.8710410.006280.80
1012006.08.04 04:55buy511.001.88610.00001.8902
1022006.08.04 10:06t/p511.001.89020.00001.8902410.016690.81
1032006.08.07 00:25buy521.001.90760.00001.9117
1042006.08.07 09:00close521.001.90520.00001.9117-240.006450.81
1052006.08.09 08:15sell531.001.90450.00001.9012
1062006.08.09 16:00close531.001.90930.00001.9012-480.005970.81
1072006.08.11 00:45sell541.001.89420.00001.8909
1082006.08.11 08:23t/p541.001.89090.00001.8909330.006300.81
1092006.08.14 03:00sell551.001.89330.00001.8900
1102006.08.14 09:27t/p551.001.89000.00001.8900330.016630.82
1112006.08.15 22:05buy561.001.89330.00001.8974
1122006.08.16 09:00close561.001.89250.00001.8974-82.706548.12
1132006.08.18 05:45sell571.001.88600.00001.8826
1142006.08.18 08:00close571.001.88670.00001.8826-70.006478.12
1152006.08.21 21:05buy581.001.89410.00001.8982
1162006.08.22 03:00close581.001.89070.00001.8982-342.706135.42
1172006.08.23 08:55sell591.001.88890.00001.8855
1182006.08.23 10:00close591.001.89250.00001.8855-360.005775.42
1192006.08.25 04:40sell601.001.88800.00001.8846
1202006.08.25 08:28t/p601.001.88460.00001.8846340.006115.42
1212006.09.06 03:20sell611.001.89480.00001.8915
1222006.09.06 10:34t/p611.001.89150.00001.8915329.996445.41
1232006.09.06 22:40sell621.001.88510.00001.8818
1242006.09.07 09:46t/p621.001.88180.00001.8818331.206776.61
1252006.09.11 01:15sell631.001.86600.00001.8627
1262006.09.11 16:07t/p631.001.86270.00001.8627330.017106.62
1272006.09.13 02:15buy641.001.87250.00001.8766
1282006.09.13 17:49t/p641.001.87660.00001.8766410.007516.62
1292006.09.14 07:10buy651.001.87690.00001.8810
1302006.09.14 10:30t/p651.001.88100.00001.8810410.007926.62
1312006.09.21 01:10buy661.001.88700.00001.8911
1322006.09.21 02:48t/p661.001.89110.00001.8911410.008336.62
1332006.09.22 05:25buy671.001.90110.00001.9052
1342006.09.22 09:21t/p671.001.90520.00001.9052410.008746.62
1352006.09.27 23:00sell681.001.88920.00001.8860
1362006.09.28 08:07t/p681.001.88600.00001.8860321.209067.82
1372006.09.28 23:00sell691.001.87710.00001.8739
1382006.09.29 08:07t/p691.001.87390.00001.8739320.409388.22
1392006.10.03 02:25buy701.001.88650.00001.8905
1402006.10.04 04:00close701.001.88420.00001.8905-232.719155.51
1412006.10.09 21:15sell711.001.86750.00001.8644
1422006.10.10 09:00close711.001.86930.00001.8644-179.608975.91
1432006.10.11 04:35sell721.001.85510.00001.8520
1442006.10.11 11:00close721.001.85810.00001.8520-300.008675.91
1452006.10.18 02:45buy731.001.86990.00001.8737
1462006.10.18 08:43t/p731.001.87370.00001.8737380.009055.91
1472006.10.23 03:30buy741.001.88240.00001.8862
1482006.10.23 10:00close741.001.87790.00001.8862-450.008605.91
1492006.10.30 01:10buy751.001.89600.00001.8997
1502006.10.30 12:56t/p751.001.89970.00001.8997370.008975.91
1512006.10.31 00:15buy761.001.90050.00001.9041
1522006.10.31 10:00close761.001.89690.00001.9041-359.998615.92
1532006.11.01 05:00buy771.001.90750.00001.9111
1542006.11.01 17:02t/p771.001.91110.00001.9111360.008975.92
1552006.11.06 00:10sell781.001.90140.00001.8986
1562006.11.06 09:14t/p781.001.89860.00001.8986280.009255.92
1572006.11.23 03:35buy791.001.91380.00001.9174
1582006.11.24 08:52t/p791.001.91740.00001.9174357.299613.21
1592006.11.29 06:35buy801.001.95160.00001.9551
1602006.11.29 20:00close801.001.94580.00001.9551-579.989033.23
1612006.12.01 00:35buy811.001.96510.00001.9687
1622006.12.01 03:37t/p811.001.96870.00001.9687360.009393.23
1632006.12.04 03:55buy821.001.97870.00001.9823
1642006.12.04 15:00close821.001.97480.00001.9823-390.009003.23
1652006.12.11 08:45sell831.001.95310.00001.9503
1662006.12.11 11:05t/p831.001.95030.00001.9503280.009283.23
1672006.12.13 07:40buy841.001.96970.00001.9733
1682006.12.13 15:00close841.001.96540.00001.9733-430.008853.23
1692006.12.18 04:35sell851.001.95440.00001.9516
1702006.12.18 11:31t/p851.001.95160.00001.9516279.999133.22
1712007.01.03 00:50buy861.001.97280.00001.9764
1722007.01.03 12:00close861.001.96280.00001.9764-1000.018133.21
1732007.01.04 04:05sell871.001.95220.00001.9494
1742007.01.04 07:39t/p871.001.94940.00001.9494280.018413.22
1752007.01.08 06:35sell881.001.93050.00001.9277
1762007.01.08 10:00close881.001.93420.00001.9277-370.008043.22
1772007.01.16 01:15buy891.001.96330.00001.9669
1782007.01.16 08:06t/p891.001.96690.00001.9669360.008403.22
1792007.01.26 08:25sell901.001.96670.00001.9639
1802007.01.26 09:08t/p901.001.96390.00001.9639280.008683.22
1812007.01.29 00:55sell911.001.96130.00001.9585
1822007.01.29 01:14t/p911.001.95850.00001.9585280.008963.22
1832007.02.01 04:00buy921.001.96320.00001.9669
1842007.02.01 11:58t/p921.001.96690.00001.9669370.009333.22
1852007.02.07 02:10buy931.001.96880.00001.9724
1862007.02.07 14:33t/p931.001.97240.00001.9724360.009693.22
1872007.02.09 00:30sell941.001.95900.00001.9562
1882007.02.09 08:29t/p941.001.95620.00001.9562280.009973.22
1892007.02.09 17:40sell951.001.95050.00001.9477
1902007.02.12 08:00close951.001.95580.00001.9477-529.609443.62
1912007.02.23 01:25buy961.001.95640.00001.9601
1922007.02.23 13:51t/p961.001.96010.00001.9601370.009813.62
1932007.02.26 05:40buy971.001.96270.00001.9664
1942007.02.27 09:32t/p971.001.96640.00001.9664367.3110180.93
1952007.03.06 01:35sell981.001.92430.00001.9214
1962007.03.06 22:00close981.001.93180.00001.9214-749.999430.94